DISV Options History — April 2024

In April 2024, DISV traded between $26.37 and $27.48. ATM implied volatility averaged 32.8%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 21.5% (HV 20d: 11.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2024-04-10: Largest IV drop — 45.2% change
  • 2024-04-09: Highest IV Rank — 39.3%
  • 2024-04-29: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.94$26.37$27.48$27.09$26.91
ATM IV32.8%25.4%46.3%33.4%34.5%
Expected Move8.6%7.1%10.0%9.6%9.9%
HV 20d11.2%8.9%13.6%10.4%13.6%
HV 60d11.8%11.2%12.1%11.8%12.1%
IV Rank21.1%11.2%39.3%21.9%23.4%
IV Percentile63.4%30.1%92.7%70.9%77.3%
Term Structure-7.2%-11.8%-1.4%-10.1%-11.8%
Skew 25d-6.0%-24.4%2.0%-10.5%-24.2%
Skew 10d-1.1%-21.8%2.8%-6.4%-5.0%
Call IV 25d35.6%28.6%43.2%41.8%42.6%
Put IV 25d29.7%16.4%42.1%31.3%18.4%
Bid-Ask Spread %158.49139.26163.38140.27161.12
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$27.09$0.0033.4%9.6%10.4%21.9%0.0%-10.5%-10.1%0000.00140.27N/AN/A0000
2024-04-02$26.94$0.0033.9%9.7%10.6%22.7%0.0%-14.6%-10.2%0000.00140.78N/AN/A0000
2024-04-03$27.31$0.0026.8%7.7%11.3%13.1%0.0%-0.4%-10.6%0000.00139.26N/AN/A0000
2024-04-04$27.18$0.0037.6%7.1%10.4%27.6%0.0%0.6%-5.0%0000.00160.00N/AN/A0000
2024-04-05$27.29$0.0037.6%7.2%9.7%27.6%0.0%1.3%-1.4%0000.00161.16N/AN/A0000
2024-04-08$27.48$0.0046.1%7.9%9.9%39.0%0.0%1.0%-5.4%0000.00162.87N/AN/A0000
2024-04-09$27.45$0.0046.3%7.7%8.9%39.3%0.0%1.0%-4.8%0000.00163.13N/AN/A0000
2024-04-10$27.16$0.0025.4%7.3%9.8%11.2%0.0%1.1%-4.2%0000.00161.60N/AN/A0000
2024-04-11$27.24$0.0026.4%7.6%9.9%12.5%0.0%1.3%-2.1%0000.00160.34N/AN/A0000
2024-04-12$26.84$0.0026.3%7.5%11.1%12.4%0.0%0.4%-6.8%0000.00159.32N/AN/A0000
2024-04-15$26.71$0.0027.6%7.9%11.1%14.1%0.0%0.8%-6.9%0000.00158.05N/AN/A0000
2024-04-16$26.37$0.0031.9%9.1%12.0%19.9%0.0%1.7%-7.7%0000.00161.56N/AN/A0000
2024-04-17$26.38$0.0032.4%9.3%12.0%20.6%0.0%1.1%-8.3%0000.00161.96N/AN/A0000
2024-04-18$26.48$0.0032.4%9.3%11.3%20.7%0.0%1.2%-8.4%0000.00161.97N/AN/A0000
2024-04-19$26.45$0.0032.6%9.3%11.3%20.9%0.0%1.2%-7.4%0000.00163.38N/AN/A0000
2024-04-22$26.66$0.0030.3%8.7%11.6%17.8%0.0%2.0%-6.7%0000.00160.72N/AN/A0000
2024-04-23$26.95$0.0030.3%8.7%12.2%17.9%0.0%-8.5%-6.5%0000.00160.73N/AN/A0000
2024-04-24$26.82$0.0031.1%8.9%12.3%18.8%0.0%-20.7%-8.9%0000.00161.93N/AN/A0000
2024-04-25$26.74$0.0031.3%9.0%11.9%19.2%0.0%-20.6%-7.4%0000.00162.19N/AN/A0000
2024-04-26$26.98$0.0031.9%9.2%12.4%20.0%0.0%-21.9%-8.8%0000.00161.97N/AN/A0000
2024-04-29$27.27$0.0034.7%10.0%12.9%23.7%0.0%-24.4%-8.8%0000.00162.46N/AN/A0000
2024-04-30$26.91$0.0034.5%9.9%13.6%23.4%0.0%-24.2%-11.8%0000.00161.12N/AN/A0000